Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51539.43 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48340.37 Kr¶

PnL: ---------------------------------------> -747.2 Kr¶

DD now: ---------------------------------> -0.78 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:19:59.823005'

Anic Portfolio¶

Today¶

Return: -0.193 %¶

This Week¶

Return: 8.442 %¶

Total¶

Return: 68.727 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -3.000000 3321.000000 141.000000 4.430000 3180.000006
HMS Networks 2 1.750000 792.000000 119.000000 17.680000 673.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.180000 3538.000000 84.000000 2.430000 3453.999992
SAAB B 8 0.330000 3428.000000 51.000000 1.510000 3377.000000
Swedbank A 3 1.350000 609.300000 45.300000 8.030000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 0.470000 614.240000 40.240000 7.010000 573.999998
AcadeMedia 12 0.810000 596.160000 39.160000 7.030000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.680000 390.100000 35.100000 9.890000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 1.370000 546.800000 19.800000 3.760000 527.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 1.440000 508.000000 17.000000 3.460000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Boozt 12 1.990000 1663.200000 9.200000 0.560000 1653.999996
Coor Service Management Hold. 8 0.750000 538.000000 6.000000 1.130000 532.000000
Securitas B 6 0.650000 575.760000 5.760000 1.010000 570.000000
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.560000 4.560000 1.850000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Corem Property Group B 59 2.620000 578.500000 1.500000 0.260000 576.999999
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Midsona B 63 1.310000 582.750000 -0.250000 -0.040000 582.999984
Handelsbanken A 5 -0.320000 542.500000 -3.500000 -0.640000 546.000000
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 0.880000 504.270000 -29.730000 -5.570000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -0.920000 540.400000 -33.600000 -5.850000 574.000000
Vivesto 1368 0.000000 560.880000 -52.120000 -8.500000 612.999432
Fasadgruppen Group 38 -2.010000 4081.200000 -59.800000 -1.440000 4140.999992
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Beijer Electronics Group 27 -0.360000 2991.600000 -92.400000 -3.000000 3083.999994
OX2 22 2.670000 1817.200000 -171.800000 -8.640000 1989.000002
Axfood 15 -3.760000 3882.000000 -418.000000 -9.720000 4300.000005
Ovzon 64 0.000000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48340.370000 -747.200000 -0.77958% 49087.564636

Updated:¶

'2023-02-01 09:20:12.747544'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶